LLY vs. XES
LLY (Eli Lilly and Company) is a stock, while XES (SPDR S&P Oil & Gas Equipment & Services ETF) is Energy Equities fund tracking the S&P Oil & Gas Equipment & Services Select Industry Index. Over the past 10 years, LLY returned 33.14%/yr vs -3.65%/yr for XES. At a 0.21 correlation, their price movements are largely independent.
Performance
LLY vs. XES - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 3.36% return, which is significantly lower than XES's 39.22% return. Over the past 10 years, LLY has outperformed XES with an annualized return of 33.14%, while XES has yielded a comparatively lower -3.65% annualized return.
LLY
- 1D
- 0.45%
- 1M
- 3.95%
- YTD
- 3.36%
- 6M
- 3.66%
- 1Y
- 44.67%
- 3Y*
- 35.08%
- 5Y*
- 37.87%
- 10Y*
- 33.14%
XES
- 1D
- -1.07%
- 1M
- -12.19%
- YTD
- 39.22%
- 6M
- 40.00%
- 1Y
- 79.49%
- 3Y*
- 17.82%
- 5Y*
- 12.58%
- 10Y*
- -3.65%
LLY vs. XES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 3.36% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
XES SPDR S&P Oil & Gas Equipment & Services ETF | 39.22% | 5.89% | -5.44% | 6.68% | 62.03% | 12.00% | -43.38% | -9.00% | -46.99% | -21.93% |
Correlation
The correlation between LLY and XES is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006 | 0.21 |
The correlation between LLY and XES shifts across timeframes, from -0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY vs. XES — Risk / Return Rank
LLY
XES
LLY vs. XES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LLY | XES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 5.32 | -3.38 |
| Martin ratioReturn relative to average drawdown | 4.84 | 18.76 | -13.93 |
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Drawdowns
LLY vs. XES - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for LLY and XES.
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Drawdown Indicators
| LLY | XES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -95.65% | +27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -15.03% | -8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -45.95% | +11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -45.95% | +11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -91.23% | +56.75% |
Current DrawdownCurrent decline from peak | -4.64% | -73.11% | +68.47% |
Average DrawdownAverage peak-to-trough decline | -19.20% | -54.40% | +35.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 4.25% | +5.01% |
Volatility
LLY vs. XES - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 8.54%, while SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a volatility of 10.30%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | XES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 10.30% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 26.85% | 20.80% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.83% | 31.19% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.45% | 39.02% | -6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 44.96% | -14.76% |
Dividends
LLY vs. XES - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.58%, less than XES's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
XES SPDR S&P Oil & Gas Equipment & Services ETF | 1.15% | 1.69% | 1.31% | 0.66% | 0.36% | 1.81% | 1.33% | 1.43% | 1.14% | 1.68% | 0.64% | 2.47% |
Frequently Asked Questions
LLY and XES have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XES has higher volatility (10.30%) compared to LLY (8.54%). In terms of maximum drawdown, LLY dropped -68.24% vs XES's -95.65%.
XES currently has the higher Sharpe Ratio (2.59 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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